I don't really have one all-time favourite show, so lemme just rattle off a couple that I really enjoy.
Hannibal - Mads Mikkelsen is a better Hannibal Lecter than Anthony Hopkins. There, I said it. It's the fucking truth. Whilst Hopkins' scenery-chewing performance was great, Mikkelsen brings something else to the role. He's the ultimate snake in the garden, the grand tempter. Add to that incredible visuals (I've never seen such gorgeously shot brutality on TV before) and an all-round awesome cast, and you have a doozey of a show.
Monkey Dust - The best animated comedy series you've never heard of. And when I say the humour is dark, I do mean fucking pitch black. Quite how the BBC were ever willing to make this I don't know, but I'm so glad they did. Every sketch, from the Paedofinder General (who, by the power invested in him by some guy he met down the pub, knows for definite that you are a paedophile) to Clive's increasingly wild excuses to try and avoid telling his wife just what he's been up to all weekend, will have you rolling about laughing... if you've a taste for dark humour.
Orphan Black - Tatiana Maslany deserves all the TV awards for her roles in this show. A dark little Sci-Fi drama exploring human cloning, Orphan Black manages to explore the evolution/creation argument in a very interesting way. But it's Maslany's performances that really make this show stand out. You want to watch a masterclass in acting? Check this shit out.
Futurama - In an ideal world, The Simpsons would be taken out behind the barn and shot and Futurama would be brought back with an even bigger budget. Cleverer, funnier and far more risqué than Matt Groening's other creation, Futurama is one of those "by geeks, for geeks" shows that shite like The Big Bang Theory wishes it was. And there's literally not an unfunny character in it. Seriously. I challenge you to name one.
